التفاصيل البيبلوغرافية
| العنوان: |
Semilinear fractional stochastic differential equations driven by a $\gamma$ -Hölder continuous signal with $\gamma>2 / 3$ |
| المؤلفون: |
León, Jorge A., Márquez, David (Márquez Carreras) |
| المصدر: |
Articles publicats en revistes (Matemàtiques i Informàtica) |
| بيانات النشر: |
World Scientific Publishing |
| سنة النشر: |
2019 |
| المجموعة: |
Dipòsit Digital de la Universitat de Barcelona |
| مصطلحات موضوعية: |
Equacions integrals estocàstiques, Processos de moviment brownià, Equacions integrals, Stochastic integral equations, Brownian motion processes, Integral equations |
| الوصف: |
In this paper, we use the techniques of fractional calculus to study the existence of a unique solution to semilinear fractional differential equation driven by a $\gamma$ -Hölder continuous function $\theta$ with $\gamma \in\left(\frac{2}{3}, 1\right) .$ Here, the initial condition is a function that may not be defined at zero and the involved integral with respect to $\theta$ is the extension of the Young integral [An inequality of the Hölder type, connected with Stieltjes integration, Acta Math.67 (1936) 251-282] given by Zähle [Integration with respect to fractal functions and stochastic calculus I, Probab. Theory Related Fields111 (1998) $333-374]$ |
| نوع الوثيقة: |
article in journal/newspaper |
| وصف الملف: |
application/pdf |
| اللغة: |
English |
| تدمد: |
0219-4937 |
| Relation: |
Versió postprint del document publicat a: https://doi.org/10.1142/S0219493720500392; Stochastics and Dynamics, 2019; https://doi.org/10.1142/S0219493720500392; http://hdl.handle.net/2445/155665; 697874 |
| الاتاحة: |
http://hdl.handle.net/2445/155665 |
| Rights: |
(c) World Scientific Publishing, 2019 ; info:eu-repo/semantics/openAccess |
| رقم الانضمام: |
edsbas.23D0843E |
| قاعدة البيانات: |
BASE |